+220,352.3%
CSCO vs HON
+5,541.7%
+214,810.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.1% |
| 7D | -0.7% | -3.6% | +2.9% | +1.1% |
| 30D | -10.1% | -15.3% | +5.1% | -2.9% |
| 3M | -15.7% | -7.9% | -7.8% | -13.1% |
| 6M | +36.3% | -18.1% | +54.3% | +47.7% |
| YTD | +43.8% | +3.8% | +40.0% | +38.8% |
| 1Y | +63.9% | +0.5% | +63.5% | +60.0% |
| 3Y | +104.4% | +19.8% | +84.6% | +80.7% |
| 5Y | +111.4% | +2.9% | +108.4% | +99.8% |
| 10Y | +361.7% | +134.6% | +227.0% | +189.7% |
| All | +220,352.3% | +5,541.7% | +214,810.6% | +32,761.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling